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Pricing American options with least squares Monte Carlo on GPUs.

, and . WHPCF@SC, page 5:1-5:6. ACM, (2013)

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Synthetic aperture radar imaging on a CUDA-enabled mobile platform., and . HPEC, page 1-5. IEEE, (2014)GPU acceleration of CaNS for massively-parallel direct numerical simulations of canonical fluid flows., , , and . Comput. Math. Appl., (2021)Performance analysis of the high-performance conjugate gradient benchmark on GPUs., and . Int. J. High Perform. Comput. Appl., 30 (1): 28-38 (2016)A CUDA implementation of the pagerank pipeline benchmark., , and . HPEC, page 1-7. IEEE, (2016)Pricing American options with least squares Monte Carlo on GPUs., and . WHPCF@SC, page 5:1-5:6. ACM, (2013)AFiD-GPU: A versatile Navier-Stokes solver for wall-bounded turbulent flows on GPU clusters., , , , , , , , , and 2 other author(s). Comput. Phys. Commun., (2018)A Performance Study of Quantum ESPRESSO's PWscf Code on Multi-core and GPU Systems., , , , , and . PMBS@SC, volume 10724 of Lecture Notes in Computer Science, page 67-87. Springer, (2017)A CUDA Implementation of the High Performance Conjugate Gradient Benchmark., and . PMBS@SC, volume 8966 of Lecture Notes in Computer Science, page 68-84. Springer, (2014)Implementing the Himeno benchmark with CUDA on GPU clusters., and . IPDPS, page 1-10. IEEE, (2010)GPU acceleration of CaNS for massively-parallel direct numerical simulations of canonical fluid flows., , , and . CoRR, (2020)